Captivision Ordinary Shares Stock Alpha and Beta Analysis
| CAPT Stock | 0.57 0.00 0.000002% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Captivision Ordinary Shares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Captivision Ordinary over a specified time horizon. Remember, high Captivision Ordinary's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Captivision Ordinary's market risk premium analysis include:
Beta (2.25) | Alpha 0.2 | Risk 19.85 | Sharpe Ratio 0.0474 | Expected Return 0.94 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Captivision Ordinary Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Captivision Ordinary market risk premium is the additional return an investor will receive from holding Captivision Ordinary long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Captivision Ordinary. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Captivision Ordinary's performance over market.| α | 0.20 | β | -2.25 |
Captivision Ordinary expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Captivision Ordinary's Buy-and-hold return. Our buy-and-hold chart shows how Captivision Ordinary performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Captivision Ordinary Market Price Analysis
Market price analysis indicators help investors to evaluate how Captivision Ordinary stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Captivision Ordinary shares will generate the highest return on investment. By understating and applying Captivision Ordinary stock market price indicators, traders can identify Captivision Ordinary position entry and exit signals to maximize returns.
Captivision Ordinary Return and Market Media
The median price of Captivision Ordinary for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 0.56 with a coefficient of variation of 23.38. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 0.59, and mean deviation of 0.11. The Stock received some media coverage during the period.About Captivision Ordinary Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Captivision or other stocks. Alpha measures the amount that position in Captivision Ordinary has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 1.94 | 1.99 | 1.79 | 1.38 | Days Of Inventory On Hand | 149.94 | 140.13 | 126.12 | 100.06 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Captivision Ordinary in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Captivision Ordinary's short interest history, or implied volatility extrapolated from Captivision Ordinary options trading.
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Additional Tools for Captivision Stock Analysis
When running Captivision Ordinary's price analysis, check to measure Captivision Ordinary's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Captivision Ordinary is operating at the current time. Most of Captivision Ordinary's value examination focuses on studying past and present price action to predict the probability of Captivision Ordinary's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Captivision Ordinary's price. Additionally, you may evaluate how the addition of Captivision Ordinary to your portfolios can decrease your overall portfolio volatility.